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188 lines
8.2 KiB
188 lines
8.2 KiB
#ifndef GNUMERIC_MATHFUNC_H
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#define GNUMERIC_MATHFUNC_H
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#include "numbers.h"
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#include <math.h>
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#include <glib.h>
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#ifdef qgamma
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/* It was reported that mips-sgi-irix6.5 has a weird and conflicting define
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for qgamma. See bug 1689. */
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#warning "Your <math.h> is somewhat broken; we'll work around that."
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#undef qgamma
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#endif
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#define M_PIgnum GNM_const(3.141592653589793238462643383279502884197169399375105820974944592307816406286208998628034825342117)
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#define M_PI_2gnum (M_PIgnum / 2)
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/* The following are very good given a good compiler. */
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#define M_LN2gnum (loggnum (2))
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#define M_LN10gnum (loggnum (10))
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#define M_SQRT2gnum (sqrtgnum (2))
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extern gnm_float gnm_nan;
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extern gnm_float gnm_pinf;
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extern gnm_float gnm_ninf;
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/* ------------------------------------------------------------------------- */
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gnm_float gnumeric_add_epsilon (gnm_float x);
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gnm_float gnumeric_sub_epsilon (gnm_float x);
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gnm_float gnumeric_fake_floor (gnm_float x);
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gnm_float gnumeric_fake_ceil (gnm_float x);
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gnm_float gnumeric_fake_round (gnm_float x);
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gnm_float gnumeric_fake_trunc (gnm_float x);
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/* ------------------------------------------------------------------------- */
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gnm_float log1pmx (gnm_float x);
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gnm_float swap_log_tail (gnm_float lp);
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gnm_float lgamma1p (gnm_float a);
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gnm_float pow1p (gnm_float x, gnm_float y);
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gnm_float pow1pm1 (gnm_float x, gnm_float y);
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gnm_float gnm_trunc (gnm_float x);
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gnm_float logfbit (gnm_float x);
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gnm_float beta (gnm_float a, gnm_float b);
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gnm_float lbeta3 (gnm_float a, gnm_float b, int *sign);
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gnm_float bessel_i (gnm_float x, gnm_float alpha, gnm_float expo);
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gnm_float bessel_k (gnm_float x, gnm_float alpha, gnm_float expo);
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/* "d": density. */
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/* "p": distribution function. */
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/* "q": inverse distribution function. */
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/* The normal distribution. */
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gnm_float dnorm (gnm_float x, gnm_float mu, gnm_float sigma, gboolean give_log);
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gnm_float pnorm (gnm_float x, gnm_float mu, gnm_float sigma, gboolean lower_tail, gboolean log_p);
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gnm_float qnorm (gnm_float p, gnm_float mu, gnm_float sigma, gboolean lower_tail, gboolean log_p);
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/* The log-normal distribution. */
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gnm_float plnorm (gnm_float x, gnm_float logmean, gnm_float logsd, gboolean lower_tail, gboolean log_p);
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gnm_float qlnorm (gnm_float x, gnm_float logmean, gnm_float logsd, gboolean lower_tail, gboolean log_p);
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/* The gamma distribution. */
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gnm_float dgamma (gnm_float x, gnm_float shape, gnm_float scale, gboolean give_log);
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gnm_float pgamma (gnm_float x, gnm_float p, gnm_float scale, gboolean lower_tail, gboolean log_p);
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gnm_float qgamma (gnm_float p, gnm_float alpha, gnm_float scale, gboolean lower_tail, gboolean log_p);
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/* The beta distribution. */
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gnm_float dbeta (gnm_float x, gnm_float a, gnm_float b, gboolean give_log);
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gnm_float pbeta (gnm_float x, gnm_float pin, gnm_float qin, gboolean lower_tail, gboolean log_p);
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gnm_float qbeta (gnm_float alpha, gnm_float p, gnm_float q, gboolean lower_tail, gboolean log_p);
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/* The t distribution. */
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gnm_float dt (gnm_float x, gnm_float n, gboolean give_log);
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gnm_float pt (gnm_float x, gnm_float n, gboolean lower_tail, gboolean log_p);
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gnm_float qt (gnm_float p, gnm_float ndf, gboolean lower_tail, gboolean log_p);
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/* The F distribution. */
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gnm_float pf (gnm_float x, gnm_float n1, gnm_float n2, gboolean lower_tail, gboolean log_p);
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gnm_float qf (gnm_float x, gnm_float n1, gnm_float n2, gboolean lower_tail, gboolean log_p);
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/* The chi-squared distribution. */
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gnm_float pchisq (gnm_float x, gnm_float df, gboolean lower_tail, gboolean log_p);
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gnm_float qchisq (gnm_float p, gnm_float df, gboolean lower_tail, gboolean log_p);
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/* The Weibull distribution. */
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gnm_float dweibull (gnm_float x, gnm_float shape, gnm_float scale, gboolean give_log);
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gnm_float pweibull (gnm_float x, gnm_float shape, gnm_float scale, gboolean lower_tail, gboolean log_p);
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/* The Poisson distribution. */
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gnm_float dpois (gnm_float x, gnm_float lambda, gboolean give_log);
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gnm_float ppois (gnm_float x, gnm_float lambda, gboolean lower_tail, gboolean log_p);
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gnm_float qpois (gnm_float p, gnm_float lambda, gboolean lower_tail, gboolean log_p);
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/* The exponential distribution. */
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gnm_float dexp (gnm_float x, gnm_float scale, gboolean give_log);
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gnm_float pexp (gnm_float x, gnm_float scale, gboolean lower_tail, gboolean log_p);
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/* Binomial distribution. */
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gnm_float dbinom (gnm_float x, gnm_float n, gnm_float p, gboolean give_log);
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gnm_float pbinom (gnm_float x, gnm_float n, gnm_float p, gboolean lower_tail, gboolean log_p);
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gnm_float qbinom (gnm_float x, gnm_float n, gnm_float p, gboolean lower_tail, gboolean log_p);
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/* Negative binomial distribution. */
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gnm_float dnbinom (gnm_float x, gnm_float n, gnm_float p, gboolean give_log);
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gnm_float pnbinom (gnm_float x, gnm_float n, gnm_float p, gboolean lower_tail, gboolean log_p);
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gnm_float qnbinom (gnm_float p, gnm_float n, gnm_float pr, gboolean lower_tail, gboolean log_p);
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/* Hyper-geometrical distribution. */
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gnm_float dhyper (gnm_float x, gnm_float r, gnm_float b, gnm_float n, gboolean give_log);
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gnm_float phyper (gnm_float x, gnm_float NR, gnm_float NB, gnm_float n, gboolean lower_tail, gboolean log_p);
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/* Geometrical distribution. */
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gnm_float dgeom (gnm_float x, gnm_float p, gboolean give_log);
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gnm_float pgeom (gnm_float x, gnm_float p, gboolean lower_tail, gboolean log_p);
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/* Cauchy distribution. */
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gnm_float dcauchy (gnm_float x, gnm_float location, gnm_float scale, gboolean give_log);
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gnm_float pcauchy (gnm_float x, gnm_float location, gnm_float scale, gboolean lower_tail, gboolean log_p);
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/* Random number generation. */
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gnm_float random_01 (void);
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gnm_float random_poisson (gnm_float lambda);
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gnm_float random_binomial (gnm_float p, int trials);
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gnm_float random_negbinom (gnm_float p, int f);
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gnm_float random_exponential (gnm_float b);
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gnm_float random_bernoulli (gnm_float p);
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gnm_float random_normal (void);
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gnm_float random_cauchy (gnm_float a);
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gnm_float random_lognormal (gnm_float zeta, gnm_float sigma);
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gnm_float random_weibull (gnm_float a, gnm_float b);
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gnm_float random_laplace (gnm_float a);
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gnm_float random_rayleigh (gnm_float sigma);
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gnm_float random_rayleigh_tail (gnm_float a, gnm_float sigma);
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gnm_float random_gamma (gnm_float a, gnm_float b);
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gnm_float random_pareto (gnm_float a, gnm_float b);
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gnm_float random_fdist (gnm_float nu1, gnm_float nu2);
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gnm_float random_beta (gnm_float a, gnm_float b);
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gnm_float random_logistic (gnm_float a);
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gnm_float random_geometric (gnm_float p);
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gnm_float random_hypergeometric (unsigned int n1, unsigned int n2,
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unsigned int t);
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gnm_float random_logarithmic (gnm_float p);
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gnm_float random_chisq (gnm_float nu);
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gnm_float random_tdist (gnm_float nu);
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gnm_float random_gumbel1 (gnm_float a, gnm_float b);
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gnm_float random_gumbel2 (gnm_float a, gnm_float b);
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gnm_float random_levy (gnm_float c, gnm_float alpha);
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gnm_float random_levy_skew (gnm_float c, gnm_float alpha,
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gnm_float beta);
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gnm_float random_exppow (gnm_float a, gnm_float b);
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gnm_float random_landau (void);
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gnm_float random_gaussian_tail (gnm_float a, gnm_float sigma);
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/* The probability density functions. */
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gnm_float random_exppow_pdf (gnm_float x, gnm_float a, gnm_float b);
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gnm_float random_laplace_pdf (gnm_float x, gnm_float a);
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/* ------------------------------------------------------------------------- */
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/* Matrix functions. */
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void mmult (gnm_float *A, gnm_float *B, int cols_a, int rows_a, int cols_b,
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gnm_float *product);
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/* ------------------------------------------------------------------------- */
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/* Misc. */
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gnm_float gpow10 (int n);
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gnm_float gpow2 (int n);
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int gcd (int a, int b);
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gnm_float combin (int n, int k);
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gnm_float permut (int n, int k);
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gnm_float fact (int n);
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/* ------------------------------------------------------------------------- */
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void continued_fraction (gnm_float val, int max_denom, int *res_num, int *res_denom);
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void stern_brocot (float val, int max_denom, int *res_num, int *res_denom);
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/* ------------------------------------------------------------------------- */
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void mathfunc_init (void);
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/* ------------------------------------------------------------------------- */
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#endif
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